+8,607.9%
TPR vs DTE
+1,206.5%
+7,401.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +1.0% |
| 7D | +12.7% | +1.8% | +10.8% | +11.4% |
| 30D | +17.1% | +9.0% | +8.0% | +11.0% |
| 3M | -15.9% | -0.2% | -15.7% | -16.1% |
| 6M | +2.6% | +0.1% | +2.5% | +1.8% |
| YTD | +7.5% | +10.0% | -2.5% | +0.2% |
| 1Y | +32.9% | +4.7% | +28.3% | +27.6% |
| 3Y | +413.8% | +55.7% | +358.2% | +277.8% |
| 5Y | +263.9% | +45.1% | +218.7% | +171.0% |
| 10Y | +389.7% | +145.1% | +244.6% | +159.0% |
| All | +8,607.9% | +1,206.5% | +7,401.4% | +1,889.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling